-38.7%
LUMN vs PFG
+110.3%
-149.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +0.8% |
| 7D | +3.8% | +0.2% | +3.7% | +3.7% |
| 30D | +4.6% | +3.3% | +1.3% | +1.7% |
| 3M | -17.2% | +6.0% | -23.2% | -22.0% |
| 6M | +5.9% | +38.3% | -32.5% | -20.1% |
| YTD | -9.5% | +35.8% | -45.3% | -31.0% |
| 1Y | +16.2% | +46.2% | -30.0% | -17.3% |
| 3Y | +384.8% | +69.1% | +315.8% | +211.3% |
| 5Y | -38.7% | +114.1% | -152.8% | -64.3% |
| All | -38.7% | +110.3% | -149.0% | -64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PFG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling